I didn't play a concept because while Order Domain is currently the closest that would fit it, doesn't mean its the right way to implement what I want to play.
So while now I can go with any race I want for whatever class and subclass I don't, it still doesn't mean the perfect subclass for what I want to play exists. Because it doesn't exist yet. Order is currently closest, but doesn't mean its the best way to do it.
Likewise: Let's say I want to play Thor. I'd argue Thor gets multiple attacks per round, so he needs Extra Attack. Thor can deal Thunder and Lightning damage. I'd argue Thor to be some sort of Lightning and Thunder based Paladin, with high Strength. Not a Tempest Cleric. Does a Lightning and Thunder oriented based Paladin exist? Or Fighter, even? One that can encapsulate a feeling of evoking power like Thor can? I say no, no such subclass exists.
I haven't played a particular character concept yet because I don't want to force a square peg into a round hole. I'd rather wait for the right peg. If need be, I'll make my own peg to fit into that hole by homebrewing, but I'd rather use official material when possible.